Aljouf Mineral Water Bottling Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:34.85% (-6.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8774 | 1.71 | |
| 0.1497 | 2.74 | |
| 0.5796 | 4.93 | |
| -4.0813 | -0.47 | |
| 8.9883 | 0.76 | |
| -12.8186 | -1.80 | |
| 17.0652 | 2.69 | |
| -16.3021 | -3.56 | |
| 10.4745 | 2.14 | |
| 2.5725 | 0.51 | |
| -13.5755 | -2.58 | |
| 8.2229 | 1.47 | |
| -3.1488 | -0.48 |
Estimation Period:
Mar 2, 2022 to Feb 5, 2026
Mar 2, 2022 to Feb 5, 2026
News Impact Curve
Volatility Forecasts
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